Morgan Stanley Call 220 LEN 20.12.../  DE000ME9SPX2  /

Stuttgart
2024-07-05  6:09:51 PM Chg.+0.007 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.081EUR +9.46% -
Bid Size: -
-
Ask Size: -
Lennar Corp 220.00 USD 2024-12-20 Call
 

Master data

WKN: ME9SPX
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 2024-12-20
Issue date: 2024-03-07
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 137.07
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.27
Parity: -7.14
Time value: 0.10
Break-even: 203.92
Moneyness: 0.65
Premium: 0.55
Premium p.a.: 1.61
Spread abs.: 0.02
Spread %: 20.00%
Delta: 0.07
Theta: -0.01
Omega: 9.60
Rho: 0.04
 

Quote data

Open: 0.076
High: 0.081
Low: 0.076
Previous Close: 0.074
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.99%
1 Month
  -51.79%
3 Months
  -82.39%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.074
1M High / 1M Low: 0.187 0.074
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.115
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   246.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -